High-frequency trading (HFT) algorithms, which originated in the mid-90s, dominate global markets by exploiting market signals quickly through automated, high-speed trading.
HFT algorithms, while improving market efficiency by acting as market makers, can lead to behavioral cascades and market instability due to their correlated actions.
#high-frequency-trading #market-efficiency #automated-trading #behavioral-finance #financial-markets
Collection
[
|
...
]